Ran into some space problems a while back, not like NASA's though. The Work Directory for temporary files just wasn't big enough to handle all the sorting and other processing of the data. Had to do a few things to fix it - and none included buying memory.
1. Review the SAS PGM for any cardinality join issues. The most likely cause is inefficient code. Verify that this isn't the case by testing the program with a small set of data (like 5 records). You know you have problems if you run out of memory then.
2. Verifying that the system option in the SAS CFG file for -MEMSIZE = 0 Windows: http://support.sas.com/onlinedoc/913/getDoc/en/hostwin.hlp/win-sysop-memsize.htm This makes SAS automatically determine and use available memory for processing.
3. Remove any previous temporary files that were not cleaned up after a user closed their connection to the environment.
4. Ensure that the drive has enough memory on it. More crucial in a UNIX type environment, but very important.